public void TestStrategyExecute_Multi()
{
finishedCount = 0;
string[] codes = new string[] { "rb", "ma", "m", "a", "j", "jd" };
int startDate = 20170101;
int endDate = 20180101;
ICodePeriodList codePeriodPackage =
StrategyCenter.Default.BelongDataCenter.CodePeriodFactory.CreateCodePeriodList(codes, startDate, endDate, CodeChooseMethod.Maincontract);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_CodePeriodList arguments = new StrategyArguments_CodePeriodList(codePeriodPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Multi executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_Multi_History(arguments);
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Event));
executor.Strategy = strategy;
executor.OnStrategyDayFinished += Executor_OnStrategyDayFinished;
executor.OnStrategyFinished += Executor_OnStrategyFinished;
executor.Execute();
StrategyCenter.Default.GetStrategyExecutorPool().ThreadCount = 2;
StrategyCenter.Default.GetStrategyExecutorPool().MaxExecutorCount = 3;
StrategyCenter.Default.GetStrategyExecutorPool().Execute();
while (finishedCount < 6)
{
}
}
public IList <IStrategyExecutor_Single> CreateExecutors_History(StrategyArguments_CodePeriodList strategyCodePeriodPackage)
{
List <IStrategyExecutor_Single> executors = new List <IStrategyExecutor_Single>();
List <ICodePeriod> codePeriods = strategyCodePeriodPackage.CodePeriodPackage.CodePeriods;
for (int i = 0; i < codePeriods.Count; i++)
{
StrategyArguments_CodePeriod argument = new StrategyArguments_CodePeriod(codePeriods[i], strategyCodePeriodPackage.ReferedPeriods, strategyCodePeriodPackage.ForwardPeriod);
executors.Add(CreateExecutor_History(argument));
}
return(executors);
}
public void TestExecuteStrategyExecutorPool()
{
try
{
StrategyExecutorPool pool = (StrategyExecutorPool)StrategyCenter.Default.GetStrategyExecutorPool();
pool.ThreadCount = 5;
pool.MaxExecutorCount = 10;
pool.OnStrategyStart += Pool_OnStart;
pool.OnStrategyDayFinished += Pool_OnDayFinished;
pool.OnStrategyFinished += Pool_OnFinished;
List <string> codes = new List <string>();
codes.Add("rb");
codes.Add("m");
codes.Add("ma");
codes.Add("i");
codes.Add("j");
codes.Add("jd");
codes.Add("jm");
codes.Add("p");
codes.Add("pp");
StrategyArguments_CodePeriodList strategyCodePeriodPackage = GetStrategyPackage(codes, 20170101, 20170601);
IList <IStrategyExecutor_Single> executors = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutors_History(strategyCodePeriodPackage);
for (int i = 0; i < executors.Count; i++)
{
IStrategyExecutor_Single executor = executors[i];
executor.Strategy = new MockStrategy_Empty();
pool.Queue(executor);
}
//pool.Run();
long startTick = DateTime.Now.Ticks;
pool.OnPoolFinished += Pool_OnPoolFinished;
pool.Execute();
//Thread.Sleep(20000);
while (!isFinished)
{
}
long endTick = DateTime.Now.Ticks;
Console.WriteLine(endTick - startTick);
}
catch (Exception e)
{
Console.WriteLine(e.StackTrace);
}
}
public StrategyExecutor_Multi(IStrategyCenter strategyCenter, StrategyArguments_CodePeriodList arguments)
{
this.strategyCenter = strategyCenter;
this.arguments = arguments;
IList <ICodePeriod> codePeriods = this.arguments.CodePeriodPackage.CodePeriods;
for (int i = 0; i < codePeriods.Count; i++)
{
ICodePeriod codePeriod = codePeriods[i];
StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(codePeriod, arguments.ReferedPeriods, arguments.ForwardPeriod);
IStrategyExecutor_Single executor = strategyCenter.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
this.executors.Add(executor);
}
}
private static StrategyArguments_CodePeriodList GetStrategyPackage(List <string> codes, int start, int end)
{
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
ICodePeriodFactory codePeriodFactory = DataCenter.Default.CodePeriodFactory;
ICodePeriodList codePeriodPackage = codePeriodFactory.CreateCodePeriodList(codes, start, end, CodeChooseMethod.Maincontract);
StrategyArguments_CodePeriodList strategyCodePeriodPackage = new StrategyArguments_CodePeriodList(codePeriodPackage, referedPeriods, forwardPeriod);
return(strategyCodePeriodPackage);
}
public IStrategyExecutor_Multi CreateExecutor_Multi_History(StrategyArguments_CodePeriodList arguments)
{
return(new StrategyExecutor_Multi(strategyCenter, arguments));
}
public StrategyExecutor_Multi_CodePeriodList(IDataCenter dataCenter, StrategyArguments_CodePeriodList strategyCodePeriodPackage, IStrategyHelper strategyHelper) : this(dataCenter, strategyCodePeriodPackage)
{
this.strategyHelper = strategyHelper;
}
public StrategyExecutor_Multi_CodePeriodList(IDataCenter dataCenter, StrategyArguments_CodePeriodList strategyCodePeriodPackage)
{
this.dataCenter = dataCenter;
this.strategyCodePeriodPackage = strategyCodePeriodPackage;
}